关税
发表于 2025-3-21 17:26:20
书目名称Optimal Control of Credit Risk影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0702824<br><br> <br><br>书目名称Optimal Control of Credit Risk读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0702824<br><br> <br><br>
轻推
发表于 2025-3-21 23:25:09
http://reply.papertrans.cn/71/7029/702824/702824_2.png
perimenopause
发表于 2025-3-22 02:44:12
The Model,in financial guarantees. It can be used for ongoing control of guarantees (i.e., impulse control) or for optimal seizure timing (i.e., stopping time). In the real world, some situations will allow for ongoing control; others will leave only seizure as a control mean. When ongoing control is allowed,
拍翅
发表于 2025-3-22 07:14:45
Full-Observation Case,tion case, where the guarantor can only monitor the value of the guarantee through costly audits, the problem consists also in deciding when it is best to audit). First of all, we have the value of the guarantee at time ., .(.), modelled as a .with drift and diffusion parameters, α(.(.).) and σ(.(.)
Myosin
发表于 2025-3-22 11:35:57
Partial Observation Case,rrent position of the guaranteed party’s assets. This situation will change the program in two different dimensions: (1) the dynamics of the controlled assets’ value, .(.), and (2) the costs faced by the guarantor. Because of these auditing costs, the guarantor will be led to observe the assets’ val
Glucocorticoids
发表于 2025-3-22 15:32:57
Numerical Approaches,c complexity of the problems, which prevents from obtaining qualitative information on the system’s behavior. In spite of the large amount of research done in computational methods for optimal control, the part concerning management problems is rather small.
CON
发表于 2025-3-22 18:36:57
Conclusions,uarantees. The methodology of Quasi Variational Inequalities was adapted to our problem, and exemplifies a possible approach to impulse control problems in finance. Models of optimal auditing and control policies in a variety of situations were derived: full observation with repeated control, full o
有偏见
发表于 2025-3-23 00:25:51
http://reply.papertrans.cn/71/7029/702824/702824_8.png
hallow
发表于 2025-3-23 01:36:40
978-1-4613-5531-1Springer Science+Business Media Dordrecht 2001
visual-cortex
发表于 2025-3-23 06:51:30
http://reply.papertrans.cn/71/7029/702824/702824_10.png